Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442852.654 | 518368.1303 | -75515.4763 | -37373.6201 | 699079.5534 | -736453.1734 |
Total P&L (%) | 442.8527 | 518.3681 | -75.5155 | -37.3736 | 699.0796 | -736.4532 |
Avg Daily Profit (%) | 0.2126 | 0.2488 | -0.0362 | -0.0225 | 0.0998 | 0 |
Buy And Hold Return (%) | 61.0526 | 61.0526 | 61.0526 | 61.0526 | 61.0526 | 61.0526 |
Max Trade Drawdown | -181401 | -126133 | -166323 | -878134 | -478395 | -816976 |
Profit Factor | 1.3043 | 1.7567 | 0.902 | 0.9939 | 1.2542 | 0.7797 |
Total Trades | 325 | 162 | 163 | 325 | 162 | 163 |
Winning Trades | 134 | 66 | 68 | 134 | 66 | 68 |
Losing Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Profitability (%) | 41.2308 | 40.7407 | 41.7178 | 41.2308 | 40.7407 | 41.7178 |
Ratio Avg Win / Avg Loss | 1.8591 | 2.5553 | 1.2601 | 1.4166 | 1.8244 | 1.0893 |
Largest Winning Trade | 216395 | 216395 | 65648 | 402069 | 402069 | 297549 |
Largest Losing Trade | -61993 | -61993 | -51393 | -356523 | -171127 | -356523 |
Avg Bars in Trades | 75 | 61 | 90 | 75 | 61 | 90 |
Avg Bars in Winners | 115 | 89 | 141 | 115 | 89 | 141 |
Avg Bars in Losers | 47 | 42 | 53 | 47 | 42 | 53 |
Bars Traded | 24652 | 9977 | 14675 | 24652 | 9977 | 14675 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 260595 | 305211 | -582033 | -580822 | -61704 | -582033 |
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{ "first_band": { "type": "dcm", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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